There are benefits of doing index backups with the newer way.
1. In case of DR, it is critical to have index and source data resides at the same location to avoid downtime in case of critical restores. That gets achived by this new way of backups.
2. By doing this way, media agent is no longer a data bearing entity and can be deleted\re-provisoned any time without doing any index backup movements.
3. It has become very easy to manage index for particular source, no need to find which MA is index server or where my backup goes. It all resides with that pseudo client.